The performance of Fama and French three-factor model in different models, groups, and estimations of betas
碩士 === 國立中央大學 === 財務金融研究所 === 92 === This thesis uses three different approaches to examine the three-factor model proposed by Fama and French(1993).They use traditional two-pass procedure to solve the estimation problem, and we modify the method by taking different models. Whether we do grouping or...
| Main Authors: | , |
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| Format: | Others |
| Language: | en_US |
| Published: |
2004
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| Online Access: | http://ndltd.ncl.edu.tw/handle/18553275956193605811 |